C500.L vs. CM5S.L
Compare and contrast key facts about Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L).
C500.L and CM5S.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. C500.L is a passively managed fund by Invesco that tracks the performance of the S&P China A MidCap 500 Index. It was launched on May 5, 2022. CM5S.L is a passively managed fund by Invesco that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on May 5, 2022. Both C500.L and CM5S.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
C500.L vs. CM5S.L - Performance Comparison
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C500.L vs. CM5S.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
C500.L Invesco S&P China A MidCap 500 Swap UCITS ETF Acc | 5.88% | 46.93% | 20.08% | -11.13% | -7.65% |
CM5S.L Invesco S&P China A MidCap 500 Swap UCITS ETF Acc | 5.65% | 52.79% | 12.39% | -9.50% | -7.63% |
Different Trading Currencies
C500.L is traded in USD, while CM5S.L is traded in GBp. To make them comparable, the CM5S.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with C500.L having a 5.88% return and CM5S.L slightly lower at 5.65%.
C500.L
- 1D
- 1.50%
- 1M
- -7.91%
- YTD
- 5.88%
- 6M
- 11.63%
- 1Y
- 50.31%
- 3Y*
- 15.25%
- 5Y*
- —
- 10Y*
- —
CM5S.L
- 1D
- 1.28%
- 1M
- -8.30%
- YTD
- 5.65%
- 6M
- 11.48%
- 1Y
- 50.09%
- 3Y*
- 15.32%
- 5Y*
- —
- 10Y*
- —
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C500.L vs. CM5S.L - Expense Ratio Comparison
Both C500.L and CM5S.L have an expense ratio of 0.35%.
Return for Risk
C500.L vs. CM5S.L — Risk / Return Rank
C500.L
CM5S.L
C500.L vs. CM5S.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| C500.L | CM5S.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 2.18 | -0.01 |
Sortino ratioReturn per unit of downside risk | 2.68 | 2.63 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.38 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.86 | 3.72 | -0.86 |
Martin ratioReturn relative to average drawdown | 12.08 | 14.35 | -2.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| C500.L | CM5S.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.18 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.63 | +0.11 |
Correlation
The correlation between C500.L and CM5S.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
C500.L vs. CM5S.L - Dividend Comparison
Neither C500.L nor CM5S.L has paid dividends to shareholders.
Drawdowns
C500.L vs. CM5S.L - Drawdown Comparison
The maximum C500.L drawdown since its inception was -30.23%, smaller than the maximum CM5S.L drawdown of -35.95%. Use the drawdown chart below to compare losses from any high point for C500.L and CM5S.L.
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Drawdown Indicators
| C500.L | CM5S.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.23% | -38.57% | +8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.14% | -12.93% | -1.21% |
Current DrawdownCurrent decline from peak | -9.27% | -8.36% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -13.90% | +6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 3.41% | +0.33% |
Volatility
C500.L vs. CM5S.L - Volatility Comparison
Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) has a higher volatility of 7.54% compared to Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) at 6.50%. This indicates that C500.L's price experiences larger fluctuations and is considered to be riskier than CM5S.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C500.L | CM5S.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 6.50% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 16.24% | 16.03% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.11% | 22.89% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.23% | 26.57% | +13.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.23% | 26.57% | +13.66% |